Title :
A stochastically-generated auto-regressive model
Author :
Etter, D.M. ; Chia, B.S.
Author_Institution :
Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA
Abstract :
A summary is presented of new work related to an adaptive stochastic filter that is used to generate an auto-regressive model for an unknown system. Simulations are presented that show the convergence on the unit circle of the adaptive poles to the optimum poles
Keywords :
adaptive filters; digital filters; poles and zeros; adaptive poles; adaptive stochastic filter; convergence; optimum poles; stochastically-generated auto-regressive model; unit circle; Adaptive filters; Computational modeling; Convergence; Finite impulse response filter; IIR filters; Poles and zeros; Stability; Stochastic processes; Stochastic systems; Time varying systems;
Conference_Titel :
Circuits and Systems, 1990., Proceedings of the 33rd Midwest Symposium on
Conference_Location :
Calgary, Alta.
Print_ISBN :
0-7803-0081-5
DOI :
10.1109/MWSCAS.1990.140660
